DZ Bank Call 70 NDA 19.09.2025
/ DE000DQ8E4R8
DZ Bank Call 70 NDA 19.09.2025/ DE000DQ8E4R8 /
| 1/24/2025 9:42:20 PM |
Chg.-0.030 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-3.09% |
0.950
Bid Size: 3,000 |
0.980
Ask Size: 3,000 |
AURUBIS AG |
70.00 - |
9/19/2025 |
Call |
Master data
| WKN: |
DQ8E4R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
9/19/2025 |
| Issue date: |
10/2/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.37 |
| Parity: |
0.40 |
| Time value: |
0.59 |
| Break-even: |
79.80 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
3.16% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
5.00 |
| Rho: |
0.25 |
Quote data
| Open: |
0.980 |
| High: |
1.050 |
| Low: |
0.940 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.05% |
| 1 Month |
|
|
-29.32% |
| 3 Months |
|
|
+3.30% |
| YTD |
|
|
-25.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.930 |
| 1M High / 1M Low: |
1.260 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
1.190 |
| Low (YTD): |
1/14/2025 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |